Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-25 0.344808 0.377868 0.414043 0.456808 0.506302 0.562173 0.630573
2025-06-01 0.303632 0.346009 0.395173 0.457173 0.534372 0.628861 0.755746
2025-06-08 0.282506 0.331951 0.392054 0.472009 0.578029 0.717588 0.922199
2025-06-15 0.262240 0.315505 0.382656 0.475914 0.606218 0.788893 1.078985
2025-06-22 0.243582 0.298597 0.370015 0.472760 0.622801 0.845031 1.224614
2025-06-29 0.228257 0.284294 0.358882 0.469549 0.637669 0.899617 1.379482
2025-07-06 0.211619 0.266715 0.341448 0.454972 0.632828 0.921407 1.481685
2025-07-13 0.204072 0.260836 0.339578 0.462651 0.662929 1.004987 1.721816
2025-07-20 0.197011 0.254995 0.337076 0.468766 0.690827 1.089294 1.991065
2025-07-27 0.188349 0.246224 0.329486 0.465927 0.702838 1.146076 2.219413
2025-08-03 0.181829 0.240089 0.325287 0.467951 0.723334 1.222857 2.526787
2025-08-10 0.171732 0.228114 0.311376 0.452635 0.710275 1.228440 2.648487
2025-08-17 0.161478 0.215633 0.296307 0.434794 0.691698 1.221793 2.742934
2025-08-24 0.156265 0.210442 0.292284 0.435468 0.708554 1.296623 3.123606
2025-08-31 0.154335 0.210073 0.295781 0.449439 0.753341 1.446515 3.857414
2025-09-07 0.150421 0.206413 0.293688 0.453143 0.777668 1.553230 4.525838
2025-09-14 0.145513 0.200946 0.288274 0.450235 0.787528 1.625130 5.117027
2025-09-21 0.140943 0.195793 0.283071 0.447256 0.796814 1.698155 5.795053
2025-09-28 0.134756 0.187813 0.272706 0.433672 0.780661 1.694821 6.068958
2025-10-05 0.132622 0.186226 0.273092 0.440834 0.813079 1.845356 7.463235
2025-10-12 0.130352 0.184303 0.272766 0.446536 0.842925 1.998570 9.198980
2025-10-19 0.126855 0.180225 0.268459 0.443890 0.852055 2.086597 10.641621
2025-10-26 0.124269 0.177540 0.266460 0.445777 0.872874 2.223571 12.968533